Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.552 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47416.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46019.0 Kr¶

PnL: ---------------------------------------> -869.57 Kr¶

DD now: ---------------------------------> -2.494 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 17:07:25.205927'

Anic Portfolio¶

Today¶

Return: 0.226 %¶

This Week¶

Return: -1.035 %¶

Total¶

Return: 55.231 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.630000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 -0.250000 788.800000 115.800000 17.210000 673.000000
Nordea Bank Abp 29 0.730000 3509.000000 55.000000 1.590000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.460000 407.200000 52.200000 14.700000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
Corem Property Group B 59 3.050000 617.140000 40.140000 6.960000 576.999999
SAAB B 8 -0.840000 3414.400000 37.400000 1.110000 3377.000000
Resurs Holding 22 2.700000 609.840000 35.840000 6.240000 573.999998
Swedbank A 3 2.400000 589.650000 25.650000 4.550000 564.000000
AcadeMedia 12 0.250000 580.080000 23.080000 4.140000 557.000004
Boozt 12 0.290000 1676.400000 22.400000 1.350000 1653.999996
Intrum 4 0.590000 548.000000 21.000000 3.980000 527.000000
Securitas B 6 2.000000 587.640000 17.640000 3.090000 570.000000
OEM International B 7 -0.130000 545.300000 17.300000 3.280000 527.999997
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 4.280000 257.280000 11.280000 4.590000 246.000000
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 0.670000 539.200000 7.200000 1.350000 532.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.000000 540.000000 -6.000000 -1.100000 546.000000
Midsona B 63 -0.670000 564.480000 -18.520000 -3.180000 582.999984
International Petroleum Corp. 5 3.890000 573.500000 -21.070000 -3.540000 594.565215
CTEK 13 -4.240000 508.170000 -25.830000 -4.840000 533.999999
Essity B 2 -2.950000 533.000000 -41.000000 -7.140000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.370000 1072.000000 -77.000000 -6.700000 1149.000000
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.110000 2771.600000 -199.400000 -6.710000 2971.000006
OX2 18 1.840000 1444.500000 -219.500000 -13.190000 1663.999992
Axfood 13 0.190000 3474.900000 -281.100000 -7.480000 3756.000001
Ovzon 52 -0.750000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46019.000000 -869.570000 -2.49415% 46888.564618

Updated:¶

'2023-01-27 17:07:38.445328'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶